Partial likelihood methods for panel data: Difference between revisions

Revision as of 07:33, 30 September 2021

Revision as of 22:51, 30 November 2023

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Partial (pooled) likelihood estimation for [[panel data]] is a [[Quasi-maximum likelihood estimate|quasi-maximum likelihood]] method for [[panel analysis]] that assumes that density of ''y<submath>y_{it}</submath>'' given ''x<submath>x_{it}</submath>'' is correctly specified for each time period but it allows for misspecification in the conditional density of ''y<submath>i</sub>≔y_i=(y_{y_{i1}},...\dots,y_{y_{iT})</submath>) given x<submath>i}≔x_i=(x_{x_{i1}},...\dots,x<sub>x_{iT})</submath>)''.

==Description==